+2,498.9%
MAR vs ADM
+788.2%
+1,710.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | -4.2% | +3.8% | -7.9% | -5.5% |
| 30D | -6.7% | +9.8% | -16.4% | -10.0% |
| 3M | -12.5% | +2.1% | -14.6% | -13.7% |
| 6M | +0.6% | +27.5% | -26.9% | -9.2% |
| YTD | +9.1% | +50.2% | -41.1% | -7.6% |
| 1Y | +26.2% | +40.6% | -14.4% | +9.1% |
| 3Y | +68.2% | +17.2% | +50.9% | +49.9% |
| 5Y | +163.9% | +61.9% | +102.0% | +102.8% |
| 10Y | +420.6% | +159.3% | +261.3% | +229.9% |
| All | +2,498.9% | +788.2% | +1,710.7% | +874.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling